CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
716-6 |
705-0 |
-11-6 |
-1.6% |
733-6 |
| High |
718-4 |
708-0 |
-10-4 |
-1.5% |
738-2 |
| Low |
701-2 |
696-6 |
-4-4 |
-0.6% |
715-4 |
| Close |
705-2 |
706-6 |
1-4 |
0.2% |
719-2 |
| Range |
17-2 |
11-2 |
-6-0 |
-34.8% |
22-6 |
| ATR |
14-6 |
14-4 |
-0-2 |
-1.7% |
0-0 |
| Volume |
17,662 |
27,806 |
10,144 |
57.4% |
104,942 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-5 |
733-3 |
713-0 |
|
| R3 |
726-3 |
722-1 |
709-7 |
|
| R2 |
715-1 |
715-1 |
708-6 |
|
| R1 |
710-7 |
710-7 |
707-6 |
713-0 |
| PP |
703-7 |
703-7 |
703-7 |
704-7 |
| S1 |
699-5 |
699-5 |
705-6 |
701-6 |
| S2 |
692-5 |
692-5 |
704-6 |
|
| S3 |
681-3 |
688-3 |
703-5 |
|
| S4 |
670-1 |
677-1 |
700-4 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-5 |
778-5 |
731-6 |
|
| R3 |
769-7 |
755-7 |
725-4 |
|
| R2 |
747-1 |
747-1 |
723-3 |
|
| R1 |
733-1 |
733-1 |
721-3 |
728-6 |
| PP |
724-3 |
724-3 |
724-3 |
722-1 |
| S1 |
710-3 |
710-3 |
717-1 |
706-0 |
| S2 |
701-5 |
701-5 |
715-1 |
|
| S3 |
678-7 |
687-5 |
713-0 |
|
| S4 |
656-1 |
664-7 |
706-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
755-6 |
|
2.618 |
737-4 |
|
1.618 |
726-2 |
|
1.000 |
719-2 |
|
0.618 |
715-0 |
|
HIGH |
708-0 |
|
0.618 |
703-6 |
|
0.500 |
702-3 |
|
0.382 |
701-0 |
|
LOW |
696-6 |
|
0.618 |
689-6 |
|
1.000 |
685-4 |
|
1.618 |
678-4 |
|
2.618 |
667-2 |
|
4.250 |
649-0 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
705-2 |
709-1 |
| PP |
703-7 |
708-3 |
| S1 |
702-3 |
707-4 |
|